Hints: Properties of betahat from Cox regression (Exam 2022)

Use that \(\hat{\beta}\) is approximately multivariate normally distributed around the true value of \(\beta\) with a covariance matrix that may be estimated by the inverse of the observed information matrix, which is given in the output from \(\texttt{res.cox\$var}\).

You can look at \(\texttt{?survival::coxph.object}\) in R to get more information about the output from \(\texttt{coxph()}\).